Download ECON 3818-002 Introduction to Economic Statistics

ECON 3818
Professor Byung-Joo Lee
Office :
Phone:
Intro to Econ Stat
Spring 1989
Econ 10
492-2108
Office Hours:
Mon/Wed 9:30 - 11:00
DESCRIPTION: This course teaches introductory economic statistics and
econometric theory which will develop the methods used for empirical
implementation and testing of relationship among economic variables.
Computer application of real economic data will also be emphasized. This
course is designed primarily for the business and economics undergraduate
students who want to understand the basic technique of real economic
analysis.
PREREQUISITE:
Math 1070 and 1080, Econ 2010 & 2020
TEXTBOOKS:
Thad W. Mirer, Economic Statistics and Econometrics
1.
2.
Student Version of TSP
ORGANIZATION : Three lectures and one recitation section per week. Two
midterm exams and one final examination. Each exam will be comprehensive.
No make-up exam will be scheduled. Computer project will be given during
the semester. TSP software in personal computer is highly recommended but
not limited to. Problem sets of each chapter will be your responsibility.
Midterms and final exam questions will resemble them. Recitation section
will emphasize on problem solving .
GRADING: 20% for each midterm exam, 40% for the final exam.
Remaining 20% for the computer project .
COURSE OUTLINE:
ECON 3818
Topics
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2
3
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6
7
8
9
10
11
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14
15
Descriptive Statistics
Frequency Distribution
Probability Theory
Random Variables & Probability Dist.
The Normal and t distributions
First Midterm
Simple Regression: Theory
Simple Regression: Application
Multiple Regression
Sampling Theory in Regression
Hypothesis Testing
Second Midterm
Estimation and Regression Problems
More Testing and Specification
Autocorrelation and Heteroskedasticity
Inference for the Mean and Variance
Chapters
3
4
8
9
10
1-4, 8-10
5
6
7
11
12
1-12
13
15
14
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